Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52264.82 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48120.9 Kr¶

PnL: ---------------------------------------> -811.1 Kr¶

DD now: ---------------------------------> -1.611 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:31:34.619323'

Anic Portfolio¶

Today¶

Return: -0.003 %¶

This Week¶

Return: -0.098 %¶

Total portfolio value¶

Return including deposits: 71.102 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2365.000000 176.000000 8.040000 2189.000000
Svolder B 35 -1.440000 2273.250000 94.250000 4.330000 2179.000005
Embracer Group B 26 5.000000 752.960000 90.960000 13.740000 661.999988
BHG Group 49 3.180000 715.400000 76.400000 11.960000 638.999984
Vitrolife 3 0.250000 726.000000 49.000000 7.240000 677.000001
Xvivo Perfusion 3 0.000000 880.500000 35.500000 4.200000 845.000001
Biotage 4 0.700000 637.200000 34.200000 5.670000 603.000000
Humana 40 0.460000 695.200000 21.200000 3.150000 674.000000
Addnode Group B 6 0.700000 772.200000 20.200000 2.690000 751.999998
SynAct Pharma 9 0.540000 665.100000 20.100000 3.120000 645.000003
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 0.000000 709.200000 9.200000 1.310000 699.999999
Sdiptech B 3 0.440000 828.600000 6.600000 0.800000 822.000000
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Latour B 2 -0.270000 443.800000 -5.200000 -1.160000 449.000000
Volati 5 -0.870000 567.000000 -7.000000 -1.220000 574.000000
Fortnox 10 1.730000 660.000000 -8.000000 -1.200000 668.000000
NCC B 7 -0.050000 645.050000 -8.950000 -1.370000 653.999997
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 -0.280000 645.600000 -12.400000 -1.880000 657.999999
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
BONESUPPORT HOLDING 10 -0.580000 1207.000000 -17.000000 -1.390000 1224.000000
Nolato B 12 0.290000 628.800000 -19.200000 -2.960000 648.000000
Indutrade 5 0.080000 1300.000000 -20.000000 -1.520000 1320.000000
SCA A 4 -1.500000 577.600000 -21.400000 -3.570000 599.000000
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Ambea 68 0.610000 2480.640000 -56.360000 -2.220000 2537.000032
Creades A 7 -0.190000 550.200000 -60.800000 -9.950000 610.999998
Gaming Innovation Group 161 -0.970000 4113.550000 -74.450000 -1.780000 4187.999942
Sedana Medical 135 -1.200000 4239.000000 -92.000000 -2.120000 4330.999935
Investor A 16 -0.090000 3438.400000 -106.600000 -3.010000 3545.000000
Lundin Gold 7 -1.590000 863.800000 -110.200000 -11.310000 973.999999
New Wave B 40 0.060000 3747.600000 -168.400000 -4.300000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.560000 2645.500000 -321.500000 -10.840000 2966.999993
TOTAL 48120.900000 -811.100000 -1.61055% 48931.999868

Updated:¶

'2023-06-16 09:31:52.627989'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶